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210512 ||| eng |
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|a 9783038979791
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|a books978-3-03897-979-1
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|a 9783038979784
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|a Alternative Assets and Cryptocurrencies
|h Elektronische Ressource
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| 260 |
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|b MDPI - Multidisciplinary Digital Publishing Institute
|c 2019
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| 300 |
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|a 1 electronic resource (218 p.)
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| 653 |
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|a volume
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| 653 |
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|a machine learning
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| 653 |
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|a GARCH
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| 653 |
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|a pro-cyclical volatility
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| 653 |
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|a portfolio modelling
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| 653 |
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|a statistical arbitrage
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| 653 |
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|a trend prediction
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| 653 |
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|a risk management
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| 653 |
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|a high frequency
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| 653 |
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|a HAR
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| 653 |
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|a investment asset
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| 653 |
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|a Bitcoin volatility
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| 653 |
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|a time series
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| 653 |
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|a limit order book
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| 653 |
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|a Bitcoin
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| 653 |
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|a digital currency
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| 653 |
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|a bitcoin
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| 653 |
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|a Baltic dry index
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| 653 |
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|a crowdfunding
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| 653 |
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|a high-frequency finance
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| 653 |
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|a geometric distribution
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| 653 |
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|a proof-of-work
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| 653 |
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|a cryptocurrency
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| 653 |
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|a systemic risk
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| 653 |
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|a collatz conjecture
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| 653 |
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|a venture capital
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| 653 |
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|a sentiment
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| 653 |
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|a capital asset pricing model
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| 653 |
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|a diamond prices
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| 653 |
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|a cryptocurrencies
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| 653 |
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|a blockchain
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| 653 |
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|a gold
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| 653 |
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|a metric learning
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| 653 |
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|a liquidity costs
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| 653 |
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|a speculative bubbles
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| 653 |
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|a GARCH-MIDAS
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| 653 |
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|a transaction costs
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| 653 |
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|a smooth transition
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| 653 |
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|a initial coin offering
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| 653 |
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|a diamond stocks
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| 653 |
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|a Hashrate
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| 653 |
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|a classification framework
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| 653 |
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|a stylized fact
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| 653 |
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|a realized volatility
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| 653 |
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|a inflation propensity
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
|
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|b DOAB
|a Directory of Open Access Books
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| 500 |
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|a Creative Commons (cc), https://creativecommons.org/licenses/by-nc-nd/4.0/
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| 028 |
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|a 10.3390/books978-3-03897-979-1
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| 856 |
4 |
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|u https://www.mdpi.com/books/pdfview/book/1445
|7 0
|x Verlag
|3 Volltext
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| 856 |
4 |
2 |
|u https://directory.doabooks.org/handle/20.500.12854/40696
|z DOAB: description of the publication
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|a 330
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| 520 |
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|a Alternative assets such as fine art, wine, or diamonds have become popular investment vehicles in the aftermath of the global financial crisis. Correlation with classical financial markets is typically low, such that diversification benefits arise for portfolio allocation and risk management. Cryptocurrencies share many alternative asset features, but are hampered by high volatility, sluggish commercial acceptance, and regulatory uncertainties. This collection of papers addresses alternative assets and cryptocurrencies from economic, financial, statistical, and technical points of view. It gives an overview of their current state and explores their properties and prospects using innovative approaches and methodologies.
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